I know this is super cheesy and all, but smoking actually can do the opposite. If you have anxiety and stress a lot, you will have the need to smoke a lot, and it will get you more addicted. Then, you will go through withdrawals and feel 5x or so more the anxiousness.
And smoking can damage your brain, there are harsh chemicals than can do just that. I just do hope you’re not that addicted yet, and I am glad you are asking for different methods. ^_^
I would try doing the breathing methods you are doing right now, but take longer and deeper breaths, and exhale them slower and in smaller intakes.
Also, you can shake all your tension. Shake and gently twist your body, head from toe, starting from your head, revolving it in a circular motion, then moving your torso around a little, shaking your arms gently, and so on.
I would also suggest to have a glass of water whenever you feel anxious. If you don’t have water near you, try to see if you can have access to a water fountain.
Some specific methods I like are called The Tapping Method, Lajing and Paida Therapy (ancient chinese), and yoga.
Lastly, do something that you enjoy. Read a good book, do some slow dancing, listen to music, lie down, and even nap if you’d like, and one of the most important things, is to let it out, Talk to someone about it, vent, and release all that negative energy, you can even do that in a journal.
Now these are usually common ways for you to combat minor/ slightly moderate anxiety, if none of these work, you should find a trained therapist, and if you are prescribed, you could take prescriptions.
Good luck, and good wishes on your next endeavours. (=^ェ^=)